NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,311,300 COMMITMENTS 754,730 104,706 1630336 2912880 3562376 5297946 5297418 13,354 13,882 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 99,131) 90,775 -2,504 39,926 -35,162 57,798 95,539 95,220 3,592 3,911 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 2.0 30.7 54.8 67.1 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 48 27 64 140 136 214 203 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,698 COMMITMENTS 4,917 539 3,474 220,383 236,300 228,774 240,313 17,924 6,385 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 621) 2,410 -347 -248 -3,880 -552 -1,718 -1,147 2,339 1,768 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 0.2 1.4 89.3 95.8 92.7 97.4 7.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 2 2 33 38 37 41 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 143,062 COMMITMENTS 1,503 7 3,886 135,348 136,070 140,737 139,963 2,325 3,099 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 64) 80 -516 522 -1,140 27 -538 33 602 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.0 2.7 94.6 95.1 98.4 97.8 1.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 1 3 30 32 34 35 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,336 COMMITMENTS 5,031 12,479 314 214,165 209,682 219,510 222,475 7,826 4,861 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 581) -788 -1,392 -350 1,338 3,224 200 1,482 381 -901 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 5.5 0.1 94.2 92.2 96.6 97.9 3.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 1 1 28 34 30 35 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 714,171 COMMITMENTS 2,875 0 11,129 692,411 697,958 706,415 709,087 7,756 5,084 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 6,408) 926 -22 -253 5,617 5,465 6,290 5,190 118 1,218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 1.6 97.0 97.7 98.9 99.3 1.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 3 0 5 51 43 56 48 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 200,779 COMMITMENTS 3,504 3,121 2,296 187,059 189,683 192,859 195,100 7,920 5,679 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -318) 205 -356 694 -2,849 2,877 -1,950 3,215 1,632 -3,533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 1.6 1.1 93.2 94.5 96.1 97.2 3.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 2 1 29 32 33 34 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 260,311 COMMITMENTS 6,993 1,042 5,170 241,927 251,159 254,090 257,371 6,221 2,940 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 719) 56 11 -131 1,250 870 1,175 750 -456 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.4 2.0 92.9 96.5 97.6 98.9 2.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 1 3 36 41 39 45 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 102,217 COMMITMENTS 1,016 1,951 4,737 91,660 87,593 97,413 94,281 4,804 7,936 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 745) 152 -31 350 -988 -1,374 -486 -1,055 1,231 1,800 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 1.9 4.6 89.7 85.7 95.3 92.2 4.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 2 25 28 27 30
Updated December 5, 2012